SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 249.42 249.88 0.46 0.2% 249.61
High 249.70 250.49 0.79 0.3% 250.19
Low 248.81 248.87 0.07 0.0% 248.92
Close 249.08 250.05 0.97 0.4% 249.44
Range 0.90 1.62 0.73 81.0% 1.27
ATR 1.25 1.27 0.03 2.1% 0.00
Volume 54,081,900 81,001,400 26,919,500 49.8% 252,342,600
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 254.66 253.98 250.94
R3 253.04 252.36 250.50
R2 251.42 251.42 250.35
R1 250.74 250.74 250.20 251.08
PP 249.80 249.80 249.80 249.98
S1 249.12 249.12 249.90 249.46
S2 248.18 248.18 249.75
S3 246.56 247.50 249.60
S4 244.94 245.88 249.16
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 253.33 252.65 250.14
R3 252.06 251.38 249.79
R2 250.79 250.79 249.67
R1 250.11 250.11 249.56 249.82
PP 249.52 249.52 249.52 249.37
S1 248.84 248.84 249.32 248.55
S2 248.25 248.25 249.21
S3 246.98 247.57 249.09
S4 245.71 246.30 248.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 250.49 248.08 2.41 1.0% 1.08 0.4% 82% True False 58,314,580
10 250.49 248.08 2.41 1.0% 0.94 0.4% 82% True False 63,536,880
20 250.49 244.62 5.87 2.3% 1.07 0.4% 93% True False 66,094,105
40 250.49 241.83 8.66 3.5% 1.27 0.5% 95% True False 66,449,885
60 250.49 240.34 10.15 4.1% 1.21 0.5% 96% True False 62,281,408
80 250.49 239.96 10.53 4.2% 1.27 0.5% 96% True False 64,330,791
100 250.49 235.43 15.06 6.0% 1.25 0.5% 97% True False 65,227,300
120 250.49 232.51 17.98 7.2% 1.28 0.5% 98% True False 67,276,757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 257.38
2.618 254.73
1.618 253.11
1.000 252.11
0.618 251.49
HIGH 250.49
0.618 249.87
0.500 249.68
0.382 249.49
LOW 248.87
0.618 247.87
1.000 247.25
1.618 246.25
2.618 244.63
4.250 241.99
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 249.93 249.80
PP 249.80 249.54
S1 249.68 249.29

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.